Applied Microeconometrics I

2026/2027

Учебный год

ENG

Обучение ведется на английском языке

3

Кредиты

Кто читает:

Департамент экономики

Статус:

Курс обязательный

Когда читается:

3-й курс, 4 модуль

Преподаватели

Муравьев Александр Александрович

Терещенко Дмитрий Сергеевич

Course Syllabus

Abstract

The goal of this course is to familiarize you with a range of techniques used in applied microeconometrics and to practice conducting your own empirical research. The emphasis in the course will be on issues that arise in working with data and practical considerations in using various econometric techniques rather than their theoretical underpinnings. It is assumed that you already have a sufficient knowledge of the basic econometric theory.

Learning Objectives

• Students’ knowledge of the foundations of statistics and econometrics is a key prerequisite for the successful completion of the course.

Expected Learning Outcomes

• students should have a firm grasp of the key methods of panel data analysis
• students should be able to effectively apply these methods in own empirical research

Course Contents

• 1. Panel data and pooled OLS model
• 2. The fixed effects model
• Computer lab 1. Panel data and the pooled OLS model in R
• 3. The random-effects model
• Computer lab 2. The fixed and random effects models in R
• 4. Further topics in the analysis of linear panel data models
• Computer lab 3. Advanced issues in the analysis of panel data in R
• 5. Dynamic panel data
• Computer lab 4. Dynamic panel data (DPD) in R

Assessment Elements

• Exam
• Test
• Homework

Interim Assessment

• 2026/2027 4th module
  0.5 * Test + 0.25 * Homework + 0.25 * Exam

Bibliography

Recommended Core Bibliography

• Econometric analysis of cross section and panel data, Wooldridge, J. M., 2002
• Econometric Analysis, 7th ed., international edition, 1239 p., Greene, W. H., 2012

Recommended Additional Bibliography

• The econometrics of panel data : fundamentals and recent developments in theory and practice, , 2008

Authors

• Muravev Aleksandr Aleksandrovich
• Brodskaia Natalia Nikolaevna